This text aims to give undergraduate students a grasp of the basic concepts of round-off errors, stability, conditioning, and accuracy as well as an appreciation of the core numerical linear algebra algorithms, their basic properties and implementations. The author draws heavily on applications from electrical, mechanical, and chemical engineering; physics and chemistry; statistics; control theory; and signal and image processing. The two most fundamental concepts of numerical linear algebra (the conditioning of the problem and the stability of an algorithm via backward round-off error analysis) are introduced early in the text with simple, motivating examples.
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Full of features and applications, this acclaimed textbook for upper undergraduate level and graduate level students includes all the major topics of computational linear algebra, including solution of a system of linear equations, least-squares solutions of linear systems, computation of eigenvalues, eigenvectors, and singular value problems. Drawing from numerous disciplines of science and engineering, the author covers a variety of motivating applications. When a physical problem is posed, the scientific and engineering significance of the solution is clearly stated. Each chapter contains a summary of the important concepts developed in that chapter, suggestions for further reading, and numerous exercises, both theoretical and MATLAB® and MATCOM based. The author also provides a list of key words for quick reference. The MATLAB toolkit available online, 'MATCOM', contains implementations of the major algorithms in the book and will enable students to study different algorithms for the same problem, comparing efficiency, stability, and accuracy.
Biswa Nath Datta is Professor of Mathematical Sciences, Adjunct Professor of Electrical and Mechanical Engineering, and Distinguished Research Professor at Northern Illinois University. He has authored more than 115 interdisciplinary research papers, the books Numerical Methods for Linear Control Systems Design and Analysis and Numerical Linear Algebra and Applications, and several associated software packages. He was elected a Fellow of IEEE in 2000, inducted an Academician of the Academy of Nonlinear Sciences in 2002, and named a recipient of a Senior Fulbright Specialist award, an IEEE Distinguished Lecturer award, and several IEEE Plaques of Honor.
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